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141006s2012 njua b 001 0 eng d |
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|a 9780470872512
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082 |
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|2 23
|a 332.015195
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100 |
1 |
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|a Bauwens, Luc,
|d 1952-
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245 |
1 |
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|a Handbook of volatility models and their applications /
|c Luc Bauwens, Christian Hafner, Sebastien Laurent
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260 |
|
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|a Hoboken, NJ :
|b Wiley,
|c 2012
|
300 |
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|a xx, 543 p. :
|b ill. ;
|c 24 cm
|
490 |
0 |
|
|a Wiley handbooks in financial engineering and econometrics ;
|v 3
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504 |
|
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|a Includes bibliographical references (p. 487-535) and index
|
650 |
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0 |
|a Banks and banking
|x Econometric models
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650 |
|
0 |
|a Finance
|x Econometric models
|
650 |
|
0 |
|a GARCH model
|
700 |
1 |
|
|a Hafner, Christian
|
700 |
1 |
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|a Laurent, Sébastien,
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952 |
|
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|a GR-ThIHU
|b 59cc20656c5ad13446f88241
|c 998a
|d 945l
|e 332.015195 BAU
|t 1
|x m
|z Books
|